Run out of the back door (or through the front, if it's quicker for you) and get back into your car. Roman will already be in the passenger seat, so you don't have to wait around for him. Once in the car, begin following the fast-moving red blip on your HUD. This is Vlad attempting to make his getaway in his vehicle. He's pretty fast, so you're going to need to stay on top of him, but his destination is easy enough to get to if you simply want to wait for him. He's headed towards the harbor on the west side of the borough, by the Algonquin-Dukes Expressway and the Algonquin Bridge.

When you near that area and Vlad arrives, Vlad will bail out of his car and make a run for it towards the water's edge (you'll be notified on-screen of this). So, continue to pursue the red blip on your HUD at this point - the chase won't last very long, though. As soon as you arrive, a series of cutscenes ensue with Vlad and Niko. Ultimately, Vlad will kill him (you'll be able to use a special execution on him, so follow the on-screen prompt to do it properly). Then, Roman will show on-scene and freak out about it. After some talking, you'll realize why Niko really came to Liberty City. Then, Niko drops the body in the river, and that's that.